Solving moment and polynomial optimization problems on Sobolev spaces

Didier Henrion
Centre National de la Recherche Scientifique (CNRS)
Laboratoire d'Analyse et d'Architecture des Systemes (LAAS)

Using standard tools of harmonic analysis, we state and solve the problem
of moments for non-negative measures supported on the unit ball of a Sobolev
space of multivariate periodic trigonometric functions. We describe outer and
inner semidefinite approximations of the cone of Sobolev moments. They
are the basic components of an infinite-dimensional moment-sums of squares
hierarchy, allowing to numerically solve non-convex polynomial optimization
problems on infinite-dimensional Sobolev spaces with global convergence guarantees.

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